This book is about numerical modeling of multiscale problems, and introduces several asymptotic analysis and numerical techniques which are necessary for a proper approximation of equations that depend on different physical scales. Aimed at advanced undergraduate and graduate students in mathematics, engineering and physics – or researchers seeking a no-nonsense approach –, it discusses examples in their simplest possible settings, removing mathematical hurdles that might hinder a clear understanding of the methods. The problems considered are given by singular perturbed reaction advection diffusion equations in one and two-dimensional domains, partial differential equations in domains with rough boundaries, and equations with oscillatory coefficients. This work shows how asymptotic analysis can be used to develop and analyze models and numerical methods that are robust and work well for a wide range of parameters.

The 91st London Mathematical Society Durham Symposium took place from July 5th to 15th 2010, with more than 100 international participants attending. The Symposium focused on Numerical Analysis of Multiscale Problems and this book contains 10 invited articles from some of the meeting's key speakers, covering a range of topics of contemporary interest in this area. Articles cover the analysis of forward and inverse PDE problems in heterogeneous media, high-frequency wave propagation, atomistic-continuum modeling and high-dimensional problems arising in modeling uncertainty. Novel upscaling and preconditioning techniques, as well as applications to turbulent multi-phase flow, and to problems of current interest in materials science are all addressed. As such this book presents the current state-of-the-art in the numerical analysis of multiscale problems and will be of interest to both practitioners and mathematicians working in those fields.

A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.

The focus of this is on the latest developments related to the analysis of problems in which several scales are presented. After a theoretical presentation of the theory of homogenization in the periodic case, the other contributions address a wide range of applications in the fields of elasticity (asymptotic behavior of nonlinear elastic thin structures, modeling of junction of a periodic family of rods with a plate) and fluid mechanics (stationary Navier-Stokes equations in porous media). Other applications concern the modeling of new composites (electromagnetic and piezoelectric materials) and imperfect transmission problems. A detailed approach of numerical finite element methods is also investigated.

This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.

A systematic discussion of the fundamental principles, written by a leading contributor to the field.

The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control. In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares. This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.

The Institute for Mathematical Sciences at the National University of Singapore hosted a two-month research program on "Mathematical Theory and Numerical Methods for Computational Materials Simulation and Design" from 1 July to 31 August 2009. As an important part of the program, tutorials and special lectures were given by leading experts in the fields for participating graduate students and junior researchers. This invaluable volume collects four expanded lecture notes with self-contained tutorials. They cover a number of aspects on multiscale modeling, analysis and simulations for problems arising from materials science including some critical components in computational prediction of materials properties such as the multiscale properties of complex materials, properties of defects, interfaces and material microstructures under different conditions, critical issues in developing efficient numerical methods and analytic frameworks for complex and multiscale materials models. This volume serves to inspire graduate students and researchers who choose to embark into original research work in these fields.

The focus of this is on the latest developments related to the analysis of problems in which several scales are presented. After a theoretical presentation of the theory of homogenization in the periodic case, the other contributions address a wide range of applications in the fields of elasticity (asymptotic behavior of nonlinear elastic thin structures, modeling of junction of a periodic family of rods with a plate) and fluid mechanics (stationary NavierOCoStokes equations in porous media). Other applications concern the modeling of new composites (electromagnetic and piezoelectric materials) and imperfect transmission problems. A detailed approach of numerical finite element methods is also investigated.

Tearing and interconnecting methods, such as FETI, FETI-DP, BETI, etc., are among the most successful domain decomposition solvers for partial differential equations. The purpose of this book is to give a detailed and self-contained presentation of these methods, including the corresponding algorithms as well as a rigorous convergence theory. In particular, two issues are addressed that have not been covered in any monograph yet: the coupling of finite and boundary elements within the tearing and interconnecting framework including exterior problems, and the case of highly varying (multiscale) coefficients not resolved by the subdomain partitioning. In this context, the book offers a detailed view to an active and up-to-date area of research.